//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"McAleer, Michael"
~isPartOf:"Working paper"
~subject:"Forecasting model"
~subject:"World"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
World
Volatility
40
Volatilität
40
ARCH model
16
ARCH-Modell
16
Estimation
13
Schätzung
13
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Capital income
9
Kapitaleinkommen
9
Theorie
9
Theory
9
Welt
9
Risikomaß
8
Risk measure
8
Börsenkurs
7
Commodity derivative
7
Modellierung
7
Portfolio selection
7
Portfolio-Management
7
Rohstoffderivat
7
Scientific modelling
7
Share price
7
USA
7
United States
7
Oil price
6
Time series analysis
6
Zeitreihenanalyse
6
Ölpreis
6
Spillover effect
5
Spillover-Effekt
5
Capital market returns
4
Kapitalmarktrendite
4
Preis
4
Price
4
Derivat
3
Derivative
3
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Non-commercial literature
Arbeitspapier
15
Graue Literatur
15
Working Paper
15
Language
All
English
15
Author
All
McAleer, Michael
Chang, Chia-Lin
4
Chen, Chi-chung
4
Manera, Matteo
4
Bloom, Nicholas
3
Guo, Hui
3
Medeiros, Marcelo C.
3
Raunig, Burkhard
3
Allen, David E.
2
Asai, Manabu
2
Baker, Scott
2
Behmiri, Niaz Bashiri
2
Blazsek, Szabolcs
2
Caporin, Massimiliano
2
Chen, Ping-yu
2
Davis, Steven J.
2
Escribano, Álvaro
2
Furceri, Davide
2
Karlsson, Sune
2
Licht, Adrian
2
Mumtaz, Haroon
2
Neely, Christopher J.
2
Pérez Amaral, Teodosio
2
Scharth, Marcel
2
Skiadopoulos, George
2
Valenti, Daniele
2
Wang, Pengfei
2
Wen, Yi
2
Österholm, Pär
2
Ahir, Hites
1
Ahmadi, Maryam
1
Alessandri, Piergiorgio
1
Asai, Manuabu
1
Awartani, Basel
1
Bellora, Cecilia
1
Berger, Helge
1
Bickley, Steve J.
1
Bourgeon, Jean-Marc
1
Brumpton, Martin
1
Bénassy-Quéré, Agnès
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
Published in...
All
Working paper
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
12
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Econometric reviews
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
5
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
7
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
8
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
10
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->